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Course Outline
Session 1 – Structured Products
- What is a structured product?
- Types of structured product
- Asset back securities
- Collateralised debt obligations
- Collateralised mortgage obligations
- The role of the special purpose vehicle
- How to price structured products
- What are the key risks?
- Accounting for structured products
- How to price a structured product
Session 2: Interest Rate Structures
- Embedded options & swaps
- Reverse floaters
- Leveraged swap linked notes
- Bonds linked to rates other than libor
- Extendible and cancellable swaps
- Embedded swaptions
Session 3 – Options Contracts
- Introduction to options
- Options terminology
- Traded vs OTC
- Option premium
- Confirmation and settlement
- Volatility
- Pricing an option –
- Binomial model
- Black Scholes
- Other approaches
- The importance of the yield curve
Session 4 – Swaps contracts
- Introduction to swaps
- Swap definitions
- Quality spread differential
- Interest rate swaps
- Currency swaps
- Pricing interest rate swaps
- Swap valuations
- Model risk and the importance of pricing feeds
- Confirmation and settlement
- Counterparty credit risk
- Collateral and collateral management
Session 5 – Introduction to Derivatives
- What is a derivative?
- Why are people worried about derivatives?
- Key concepts
- Arbitrage and the original purpose of derivatives – the mutual coincidence of wants
- Benefits and uses of derivatives
- Hedging and trading
Session 6 – Foreign Exchange
- Banking book v trading book
- Market conventions
- Language of foreign exchange
- The process of trading foreign exchange
- Electronic and telephone trading
- Dealing room controls
- Currency terms
Session 7 – Forward Transactions
- Introduction to forward contracts
- Purpose of forward contracts
- Pricing a forward contract and the importance of Libor
- Documenting a forward contract
- Introduction to the ISDA
- Confirming and settling forward contacts
Session 8 – Futures Contracts
- Introduction to futures contracts
- The role of the futures exchange
- The nature of futures contracts
- The role in trading
- Pricing a futures contract
- Hedging with futures
- The importance of margin accounting
- Confirmation and settlement
Session 9: Equity Swaps
- Fund management objectives
- Using a swap with an equity price index
- Example of cash flows of an equity swap
- Total return swaps and other credit derivatives
Session 10 – What goes wrong in practice
- Scenario modelling and derivatives
- Bankers Trust
- Barings
- Allfirst
- LTCM
- Enron
Session 11 – Introduction to Advanced Topics
- The management of interest rate risk
- Introduction to collateralised instruments
- Counterparty credit risk and derivatives
- Legal risk and derivatives
- Value at risk and Exposure at default
- Loss given default and probability of default
- Stress testing and liquidity risk
- Scenario modelling
- The impact of international accounting standards, IAS 39 and IFRS 7
- Asset recognition and derecognition
Testimonials
real exemples of the trainer
Joana Gomes
Trainer, Richard was very good
Lisa Johansen
The trainer was very knowledgeable and well prepared. I think we was very well capable to prepare a training that was suitable for our needs.
Sophia van den Broek - Triple Jump
It was a one to one session so I was able to ask specific questions relating to my own company needs. The course covered the topic really well and gave me many ideas and actions to take away
Hazel Matthews
The whole day was just great and relaxed which really helped. All the printouts really helped.
Louise Mackrell
She was very personable and presented a fluid delivery of the course material.
Karli Buckle
Vajitha was engaging, very knowledgeable, clear and prepared
Cécile McNeil
activity after each topic
JOCELYN BARTOLOME - Innovative Investors & Financing Co., Inc.; Innovative Investors & Financing Co., Inc.
all the topics are all informative and related to our daily life and work . so its really very helpful and useful .
EMMA GABRIEL - Innovative Investors & Financing Co., Inc.; Innovative Investors & Financing Co., Inc.
I obtained a lot of information in my line of work most especially about leadership and how our system works
HERMAN TENORIO - Innovative Investors & Financing Co., Inc.; Innovative Investors & Financing Co., Inc.
personally i am blessed and thankful because i was given the opportunity to gain knowledge... (all topic & subj. matter)
Innovative Investors & Financing Co., Inc.; Innovative Investors & Financing Co., Inc.
The most like about the training is about the workshop so that we apply what i have learn about the topic
Janette Base - Innovative Investors & Financing Co., Inc.; Innovative Investors & Financing Co., Inc.
Doing the case study was particularly helpful.. The self awareness bit was an eye opener.. all in all a great training session.
Zandrea Cabal - Innovative Investors & Financing Co., Inc.; Innovative Investors & Financing Co., Inc.
the group activity
Innovative Investors & Financing Co., Inc.; Innovative Investors & Financing Co., Inc.
CAMPARI / TRUST FORMULA
VIRNA INTAL - Innovative Investors & Financing Co., Inc.
I like the application cases wherein every topic, she has exercises to apply what we have learned.
CRISTINA MEDINA - Innovative Investors & Financing Co., Inc.
The lecturer is very knowledgeable and can substantiate theories with his own personal experiences.
Harry Estipona
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